Lancaster's method for p-value aggregation

Combines multiple p-values using Lancaster's weighted generalization of Fisher's method, based on the chi-squared distribution.

Usage

lancaster(pvalues, weights)

pvalues: A numeric vector of p-values to combine.
weights: A numeric vector of non-negative weights (same length as pvalues).

A single aggregated p-value.

NA p-values are removed, and entries with zero or NA weights are excluded. If a single p-value remains after filtering, it is returned as-is.

Yi L, Pachter L (2018). aggregation: p-Value Aggregation Methods. R package version 1.0.1, https://CRAN.R-project.org/package=aggregation.

Lancaster, H.O. (1961). The combination of probabilities: an application of orthonormal functions. Australian Journal of Statistics, 3, 20-33.

lancaster(c(0.01, 0.05, 0.1), c(1, 1, 1))
#> [1] 0.004259304